Retrieves the latest VWAP for the specified asset - this is the global VWAP across all exchanges which supports this asset, including all cross rates pairs, based on minutely data.
VWAP is calculated as a volume weighted moving average across all exchanges.
Volume Field
For accurate volume information, please refer to our 'OHLCV - Historical' endpoints instead. As an alternative, the 'Metrics - Asset Volume Historical' endpoint can be used to obtain asset volume per exchange.
Response Data
Field | Type | Description |
|---|---|---|
timestamp |
| The time at which the event occured. |
asset |
| The name of the asset. |
price |
| The price of the asset. |
volume | 'number' | The asset trading volume.
For accurate volume information, please refer to our 'OHLCV - Historical' endpoints instead. As an alternative, the 'Metrics - Asset Volume Historical' endpoint can be used to obtain asset volume per exchange. |
vwap | 'number' | The Volume Weighted Average Price. |